zap sound from speakers when removing key

Hi,

Got a problem. Recently had a new Can-bus adapter connected to my aftermarket head unit which now enables it to stay on until I remove the key. This now works fine however when I remove the key and the unit switches off there's an immediate zap sound which comes from the speakers. I had the local mechanic do a vag-com scan to see if there are any faults which come up and he couldn't auto-scan the car something he could previously. To check the faults he needs to scan each individual module. There appear to be no faults

Any suggestions what could be wrong before I head back to the audio installer.

Thanks.